-53.2%
TEAM vs EWZ
+58.3%
-111.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +17.0% | +8.2% | +8.9% | +14.2% |
| 3M | +85.9% | +13.3% | +72.6% | +77.6% |
| 6M | +116.7% | +3.6% | +113.1% | +111.8% |
| YTD | +9.6% | +21.0% | -11.3% | -0.2% |
| 1Y | -2.5% | +34.7% | -37.2% | -15.6% |
| 3Y | -14.0% | +48.3% | -62.3% | -29.3% |
| All | -53.2% | +58.3% | -111.5% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling